from Hacker News

Day Ahead Market adventures: capacity restrictions and negative prices

by NiekvdMaas on 4/24/23, 11:34 AM with 26 comments

  • by londons_explore on 4/25/23, 10:08 AM

    Futures trading generally interests me...

    Specifically, both electricity and gas have robust futures trading markets. And gas can be converted to electricity.

    So... In the ideal world, whenever the price of gas is higher than the price of electricity, gas generators should shut down - since there isn't money to be made.

    However, looking at market data for the UK, that only happens sometimes. There are plenty of generators who, according to spot market prices, shouldn't be operating, yet are.

    Obviously some gas generators might have purchased low priced gas futures, or have sold high priced electricity futures - making it profitable to operate. However, even gas generators in that position stand to profit more by shutting down and reselling the futures they have bought on the open market.

    It appears that even big companies make suboptimal market decisions on quite a frequent basis.

    I suspect the cause is general lack of business flexibility. If such inflexibility is widespread, it would be a good reason to disallow futures trading entirely - by forcing people to buy things as they use them, they are forced to notice that what they are about to do isn't profitable - and the futures market hides that from them.

  • by neals on 4/25/23, 8:11 AM

    Interesting read, I was wondering what happened that day. As an operator of a small network of fastchargers, we were delighted to have a purchase price of negative 20cent per kw. Which is huge.
  • by fboerman on 4/25/23, 10:00 AM

    author of the post here, thanks for posting it here! If there are any questions feel free to ask!
  • by Reason077 on 4/25/23, 10:57 AM

    Which country names their TSO “50HERTZ”? Haha! props to them!